| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,474.0 |
2,485.0 |
11.0 |
0.4% |
2,422.0 |
| High |
2,492.0 |
2,541.0 |
49.0 |
2.0% |
2,492.0 |
| Low |
2,435.0 |
2,480.0 |
45.0 |
1.8% |
2,382.0 |
| Close |
2,444.0 |
2,533.0 |
89.0 |
3.6% |
2,444.0 |
| Range |
57.0 |
61.0 |
4.0 |
7.0% |
110.0 |
| ATR |
72.1 |
73.8 |
1.8 |
2.5% |
0.0 |
| Volume |
1,108,579 |
969,763 |
-138,816 |
-12.5% |
4,610,219 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.0 |
2,678.0 |
2,566.6 |
|
| R3 |
2,640.0 |
2,617.0 |
2,549.8 |
|
| R2 |
2,579.0 |
2,579.0 |
2,544.2 |
|
| R1 |
2,556.0 |
2,556.0 |
2,538.6 |
2,567.5 |
| PP |
2,518.0 |
2,518.0 |
2,518.0 |
2,523.8 |
| S1 |
2,495.0 |
2,495.0 |
2,527.4 |
2,506.5 |
| S2 |
2,457.0 |
2,457.0 |
2,521.8 |
|
| S3 |
2,396.0 |
2,434.0 |
2,516.2 |
|
| S4 |
2,335.0 |
2,373.0 |
2,499.5 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.3 |
2,716.7 |
2,504.5 |
|
| R3 |
2,659.3 |
2,606.7 |
2,474.3 |
|
| R2 |
2,549.3 |
2,549.3 |
2,464.2 |
|
| R1 |
2,496.7 |
2,496.7 |
2,454.1 |
2,523.0 |
| PP |
2,439.3 |
2,439.3 |
2,439.3 |
2,452.5 |
| S1 |
2,386.7 |
2,386.7 |
2,433.9 |
2,413.0 |
| S2 |
2,329.3 |
2,329.3 |
2,423.8 |
|
| S3 |
2,219.3 |
2,276.7 |
2,413.8 |
|
| S4 |
2,109.3 |
2,166.7 |
2,383.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,541.0 |
2,382.0 |
159.0 |
6.3% |
66.0 |
2.6% |
95% |
True |
False |
1,115,996 |
| 10 |
2,541.0 |
2,299.0 |
242.0 |
9.6% |
66.5 |
2.6% |
97% |
True |
False |
1,125,732 |
| 20 |
2,541.0 |
2,293.0 |
248.0 |
9.8% |
67.8 |
2.7% |
97% |
True |
False |
1,184,819 |
| 40 |
2,541.0 |
1,945.0 |
596.0 |
23.5% |
71.2 |
2.8% |
99% |
True |
False |
1,244,216 |
| 60 |
2,541.0 |
1,693.0 |
848.0 |
33.5% |
73.6 |
2.9% |
99% |
True |
False |
1,101,313 |
| 80 |
2,541.0 |
1,693.0 |
848.0 |
33.5% |
73.5 |
2.9% |
99% |
True |
False |
827,208 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
34.3% |
75.6 |
3.0% |
97% |
False |
False |
662,477 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
34.3% |
76.9 |
3.0% |
97% |
False |
False |
553,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.3 |
|
2.618 |
2,700.7 |
|
1.618 |
2,639.7 |
|
1.000 |
2,602.0 |
|
0.618 |
2,578.7 |
|
HIGH |
2,541.0 |
|
0.618 |
2,517.7 |
|
0.500 |
2,510.5 |
|
0.382 |
2,503.3 |
|
LOW |
2,480.0 |
|
0.618 |
2,442.3 |
|
1.000 |
2,419.0 |
|
1.618 |
2,381.3 |
|
2.618 |
2,320.3 |
|
4.250 |
2,220.8 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,525.5 |
2,516.5 |
| PP |
2,518.0 |
2,500.0 |
| S1 |
2,510.5 |
2,483.5 |
|